+295.2%
SCHW vs TAP
-50.5%
+345.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -2.8% | -5.3% | +2.5% | -0.9% |
| 30D | -0.1% | -7.4% | +7.3% | +2.5% |
| 3M | +20.6% | -4.9% | +25.5% | +22.1% |
| 6M | +15.9% | -14.2% | +30.2% | +21.3% |
| YTD | +8.5% | -14.8% | +23.3% | +13.0% |
| 1Y | +17.8% | -18.1% | +35.9% | +24.0% |
| 3Y | +88.5% | -32.7% | +121.2% | +109.3% |
| 5Y | +60.6% | -0.5% | +61.1% | +46.6% |
| All | +295.2% | -50.5% | +345.7% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling